Possible spoilers for Type-0 ahead.
Some information regarding Type-0 HD and its hypothetical sequel (tentatively titled "TYPE NEXT") from a
PlayStation HK interview with Tabata (same one where he gave XV tidbits):
Type-0 HD
• Tabata reemphasizes that Type-0 HD was developed and released largely because of fan demand. Square Enix had no plans to release the original PSP game to regions outside of Japan.
• When asked about the possibility of a PS Vita version, Tabata again mentions that, because the project was born as a result of fan demand, the PS4 was considered to be the ideal platform for reaching the widest audience possible (XONE version of Type-0 HD has not been released in Hong Kong, I suspect). The development schedules for Type-0 HD and XV were concurrent, and the team already had much experience with developing games for the PS4, so they decided to move in that direction for Type-0 HD. Tabata would personally like to try to develop a game for the Vita, but first, finishing current projects is a top priority. Tabata also recommends playing Type-0 HD (and Episode Duscae) via Remote Play since you can enjoy the game(s) and quality graphics (lol) from the comfort of your bed.
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Potential spoiler: Tabata was asked if he'd ever thought about changing the conclusion of Type-0 (those who've finished the game will know where the fans and the interviewer are coming from). Tabata explains that, from the very beginning of Type-0's development, the team had already decided that they wanted to pull off that kind of ending for the game. Thus, they wrote the story with the end in mind. Tabata goes further to say that he believes such an outcome is best. Players will react to the ending in their own way, and when they attempt Type-0 again on NG+, they will see the opening scene in a new light.
TYPE NEXT
• If there is to be a sequel, Tabata says he will consider other platforms on which to release the next TYPE entry (i.e. other than PS4/XONE).
• A TYPE sequel would have been an open-world action RPG along the lines of XV, but due to difficulties encountered during XV's development, Tabata's thinking about scaling back and scratching the open world in favor of something simpler.
• The next TYPE game will not be a direct continuation of Type-0's story.